Forum Discussion
Robust Optimization problems stop suddenly
I am solving a scenario-based robust optimization problem using the "mmrobust" module. For some scenarios, the problems are solved till the specified optimality gap, whereas, for some scenarios, the problem suddenly reaches supposedly an "optimal solution" from a high optimality gap. Please see the attached lof files.
Are these problems getting solved properly? my main point of concern is that in the stats window the best bound is showing as 0 and the optimality gap as 100%, and says the optimal solution is reached. In the log file, however, it mentions the same value for the best solution and best bound, so the optimality gap should be zero. Please find the screenshots attached as well.
Please advise me accordingly.
Thanks and Regards,
Shamik
1 Reply
I am sorry about the inconsistency you have encountered in the IVE stats.
It appears from the logs that at least the solution to your problem is indeed optimal and correctly picked up.
Please note that Xpress IVE has been deprecated since Xpress Release 8.3. The binaries are still included in release builds for backwards compatibility, but it is strongly recommended to switch to using Workbench as development environment for Xpress Mosel.
Due to its deprecation, some of the newer Mosel modules such as mmrobust may not be fully supported in IVE.
